INTRODUCTION I bring together here different studies relating more or less directly to questions of scientific methodology. The scientific method consists in observing and experimenting; if the scientist had at his disposal infinite time, it would only be necessary to say to him: 'Look and notice well'; but, as there is not time to see everything, and as it is better not to see than to see wrongly, it is necessary for him to make choice. The first question, therefore, is how he should make this choice. This question presents itself as well to the physicist as to the historian; it presents itself equally to the mathematician, and the principles which should guide each are not without analogy. The scientist conforms to them instinctively, and one can, reflecting on these principles, foretell the future of mathematics. We shall understand them better yet if we observe the scientist at work, and first of all it is necessary to know the psychologic mechanism of invention and, in particular, that of mathematical creation. Observation of the processes of the work of the mathematician is particularly instructive for the psychologist. In all the sciences of observation account must be taken of the errors due to the imperfections of our senses and our instruments. Luckily, we may assume that, under certain conditions, these errors are in part self-compensating, so as to disappear in the average; this compensation is due to chance. But what is chance? This idea is difficult to justify or even to define; and yet what I have just said about the errors of observation, shows that the scientist can not neglect it. It therefore is necessary to give a definition as precise as possible of this concept, so indispensable yet so illusive. These are generalities applicable in sum to all the sciences; and for example the mechanism of mathematical invention does not differ sensibly from the mechanism of invention in general. Later I attack questions relating more particularly to certain special sciences and first to pure mathematics. In the chapters devoted to these, I have to treat subjects a little more abstract. I have first to speak of the notion of space; every one knows space is relative, or rather every one says so, but many think still as if they believed it absolute; it suffices to reflect a little however to perceive to what contradictions they are exposed.